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Merge pull request #4561 from mempool/mononaut/fix-prices

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Fix bad coinbase price url, switch to median prices
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softsimon 2024-01-10 11:21:11 +07:00 • committed by GitHub
commit f694d5333a
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2 changed files with 12 additions and 6 deletions
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4
backend/src/tasks/price-feeds/coinbase-api.ts
View file

@ -5,14 +5,14 @@ class CoinbaseApi implements PriceFeed {
public name: string = 'Coinbase';
public currencies: string[] = ['USD', 'EUR', 'GBP'];
public url: string = 'https://api.coinbase.com/v2/prices/spot?currency=';
public url: string = 'https://api.coinbase.com/v2/prices/BTC-{CURRENCY}/spot';
public urlHist: string = 'https://api.exchange.coinbase.com/products/BTC-{CURRENCY}/candles?granularity={GRANULARITY}';
constructor() {
}
public async $fetchPrice(currency): Promise<number> {
const response = await query(this.url + currency);
const response = await query(this.url.replace('{CURRENCY}', currency));
if (response && response['data'] && response['data']['amount']) {
return parseInt(response['data']['amount'], 10);
} else {

14
backend/src/tasks/price-updater.ts
View file

@ -23,6 +23,14 @@ export interface PriceHistory {
[timestamp: number]: ApiPrice;
}
function getMedian(arr: number[]): number {
const sortedArr = arr.slice().sort((a, b) => a - b);
const mid = Math.floor(sortedArr.length / 2);
return sortedArr.length % 2 !== 0
? sortedArr[mid]
: (sortedArr[mid - 1] + sortedArr[mid]) / 2;
}
class PriceUpdater {
public historyInserted = false;
private timeBetweenUpdatesMs = 360_0000 / config.MEMPOOL.PRICE_UPDATES_PER_HOUR;
@ -173,7 +181,7 @@ class PriceUpdater {
if (prices.length === 0) {
this.latestPrices[currency] = -1;
} else {
this.latestPrices[currency] = Math.round((prices.reduce((partialSum, a) => partialSum + a, 0)) / prices.length);
this.latestPrices[currency] = Math.round(getMedian(prices));
}
}
@ -300,9 +308,7 @@ class PriceUpdater {
if (grouped[time][currency].length === 0) {
continue;
}
prices[currency] = Math.round((grouped[time][currency].reduce(
(partialSum, a) => partialSum + a, 0)
) / grouped[time][currency].length);
prices[currency] = Math.round(getMedian(grouped[time][currency]));
}
await PricesRepository.$savePrices(parseInt(time, 10), prices);
++totalInserted;